The current stock price S is $$23.$

The time to maturity T is six months.

European option prices are given in the following table:

$\backslash$table$[[$Strike Price,Call Price,Put Price$],[K_1=$$$17\mathrm{.}5,6\mathrm{.}00,0\mathrm{.}10],[K_2=21,4\mathrm{.}00,0\mathrm{.}50],[K_3=23\mathrm{.}5,2\mathrm{.}00,1\mathrm{.}00],[K_4=25,1\mathrm{.}00,2\mathrm{.}50]]$

u buy a call option with strike price $K2=21$ and sell a call option with strike price $K3=23\mathrm{.}5.$ Then which of the following statement is INCORRECT?

You have set up a bullish spread.

You have set up a call spread.

The maximum profit is $$0\mathrm{.}5$ for a stock price at expiration greater than or equal to $$23\mathrm{.}5.$

The derivative has a profit of $-$$$1\mathrm{.}5$ when the stock price at expiration is $$21\mathrm{.}5.$

The maximum loss is $$-1$ for a stock price at expiration less than or equal to $$21.$